Siirry suoraan sisältöön
Dirichlet Forms Methods for Poisson Point Measures and Lévy Processes
Tallenna

Dirichlet Forms Methods for Poisson Point Measures and Lévy Processes

A simplified approach to Malliavin calculus adapted to Poisson random measures is developed and applied in this book. Thanks to the theory of Dirichlet forms, the authors develop a mathematical tool for a quite general class of random Poisson measures and significantly simplify computations of Malliavin matrices of Poisson functionals.
Alaotsikko
With Emphasis on the Creation-Annihilation Techniques
Painos
Softcover reprint of the original 1st ed. 2015
ISBN
9783319798455
Kieli
englanti
Paino
310 grammaa
Julkaisupäivä
21.3.2019
Sivumäärä
323